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adjclosereturns
2011 Dec 07
1
scatterplotting stock returns using quantmod and pairs()
...","SPY","IWM","GLD","IEV","ILF","EWJ","EPP","SAF","ASA")
AdjClosePrices <- do.call(merge, lapply(tickers, function(x) Ad(get(x)))) #get adjusted close prices
First try at getting returns and plotting:
AdjCloseReturns <- do.call(merge, lapply(tickers, function(x) dailyReturn(Ad(get(x))) ))
But the resulting pairs plot
pairs(data.matrix(AdjCloseReturns),cex=0.01)
has uninformative text "daily.returns" down the diag on the plot.
Second try at getting returns and plotting: using lapply instead
AdjClo...